Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates

DOI10.1007/S11424-018-7017-ZzbMath1409.62150OpenAlexW2793098684MaRDI QIDQ1757687

Xiuqing Zhou, Xiu-li Du, Qi-Bing Gao, Feng-Chang Xie

Publication date: 15 January 2019

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-018-7017-z

zbMATH Keywords

asymptotic normalitygeneralized linear modelslinear hypothesismaximum quasi-likelihood estimatorsdiverging dimension

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

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